UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 6-K
Report of Foreign Private Issuer
Pursuant to Rule 13a-16 or 15d-16 under
the Securities Exchange Act of 1934
Date of Report (Date of earliest event reported): June 30, 2006
MERRILL LYNCH CANADA INC.
[Initial Depositor]
(Translation of registrant's name into English)
CP HOLDRS(SM) Deposit Facility
[Issuer with respect to the receipts]
001-16683
[Commission File Number]
BCE Place, Suite 400
181 Bay Street
Toronto, Ontario M5J2V8
(Address of principal executive offices)
Indicate by check mark whether the registrant files or will file annual
reports under cover of Form 20-F or Form 40-F.
Form 20-F Form 40-F
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Indicate by check mark if the registrant is submitting the Form 6-K in
paper as permitted by Regulation S-T Rule 101(b)(1):
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Indicate by check mark if the registrant is submitting the Form 6-K in
paper as permitted by Regulation S-T Rule 101(b)(7):
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Indicate by check mark whether the registrant by furnishing the
information contained in this Form is also thereby furnishing the information to
the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of
1934.
Yes No X
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EXHIBITS
Exhibit 1 Prospectus Supplement Filed Pursuant to Rule No. 424(b)(3) for the
Quarter Ended June 30, 2006.
Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.
MERRILL LYNCH CANADA INC.
Date: August 10, 2006
By: /s/ Robert J. Montesione
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Name: Robert J. Montesione
Title: Chief Financial Officer
PROSPECTUS SUPPLEMENT EXHIBIT 1
(To Prospectus dated March 23, 2005) REGISTRATION NO. 333-63924
[HOLDRS(SM) CANADIAN PACIFIC LOGO] [OBJECT OMITTED]]
300,000,000 Depositary Receipts
CP HOLDRSSM Deposit Facility
This prospectus supplement supplements information contained in the
prospectus dated March 23, 2005, relating to the sale of up to 300,000,000
depositary receipts by the CP HOLDRSSM Deposit Facility.
The name, ticker symbol, share amounts and primary trading market of
each company represented by a round-lot of 100 CP HOLDRS is as follows:
Share Primary
Name of Company(1) Ticker Amounts Trading Market
-------------------------------------- ---------- ----------- ----------------
EnCana Corporation ECA 136.8 NYSE
Fording Canadian Coal Trust FDG 49.8 NYSE
Canadian Pacific Railway Company CP 50 NYSE
(1) Effective May 18, 2006, Fairmont Hotels & Resorts Inc. (NYSE ticker
"FHR") is no longer an underlying constituent of the CP HOLDRS Trust, as a
result of the merger of Fairmont Hotels & Resorts Inc. and affiliates of Kingdom
Hotels International and Colony Capital, LLC. For the 0.25 shares of Fairmont
Hotels & Resorts Inc. per share of CP HOLDRS, The Bank of New York received
U.S.$11.25 and on May 20, 2006 distributed U.S.$11.25 per depositary share.
The share amounts listed in the table above reflect all previous stock
splits, dividends and business combination transactions.
The date of this prospectus supplement is June 30, 2006.